Doctors Everett and Mimi Menlo are psychiatrists living in Toronto. The married couple sleeps in separate beds. They vow never to work as a team or in the same medical facility. Each doctor is deeply troubled by a patient who refuses to communicate. For Mimi, it is Brian Bassett, an eight-year-old boy with autism who eventually dies under her care. For Everett, it is Kenneth Albright, a hospitalized patient with severe paranoid schizophrenia who has attempted suicide four times.

Kenneth's dreams were once complex and intriguing but lately they lack detail and variety. One morning, he is found covered with blood but has no signs of injury. Despite a thorough investigation, it remains a mystery as to whose blood it really is. Following that strange occurrence, Everett experiences insomnia, but he is reluctant to admit the cause to Mimi. She worries that he might be having a nervous breakdown.

In truth, he fears dreaming. He has recurrent nightmares of a bloody Kenneth kneeling next to the bodies of strangers. Everett suspects that Kenneth has placed these corpses in his dreams. Everett finally tells Mimi about his nightmares. He shocks her with the revelation that Kenneth Albright has genuine bloodstains on his clothing and hands every day even though he is still confined to the psychiatric ward. There is only one spot Kenneth can escape to--dreams. After their conversation, Mimi falls asleep and dreams of Brian Bassett. She wakes up and finds Everett in the bathtub. His pajamas are saturated with blood. Mimi promises Everett, "I'm waiting here . . . until we both wake up" (596).

The narrative of Pilgrim and his psychiatrist, Carl G. Jung, begins with Pilgrim's most recent unsuccessful attempt to kill himself. The surrealistic nature of the tale begins with this mysterious inability of the title character to exit life--a life self-proclaimed to have covered multiple incarnations over millennia each of which he has memory. His friend and his servants take him to Zurich to the renowned psychiatrist's clinic for institutionalization and therapy. Enter Dr. Jung, whose personal and professional life assumes a dominant role in the narrative.

As the story progresses, the reader learns from Pilgrim's journals the interstices of his seemingly endless voyage. While Pilgrim's tale--real or imagined--is progressively revealed, the immediate lives of the Jungs are explored in increasing depth. Layer upon layer of development of plot, past and present, is peeled away until Pilgrim escapes his prison and Jung's emotional chaos is exposed.

The novel opens with a man known only as Pilgrim hanging himself in London in 1912. Despite being pronounced dead by two physicians, he somehow lives. Pilgrim has attempted suicide many times before but is seemingly unable to die. He claims to have endured life for thousands of years but has tired of living and only longs for death. He has crossed paths with many historical figures including Leonardo da Vinci, Saint Teresa, Oscar Wilde, and Auguste Rodin.

After his most recent suicide attempt, he is admitted to a psychiatric facility in Zurich as a patient of the famous Swiss psychiatrist, Carl Jung. Pilgrim eventually escapes from the institution and masterminds the successful theft of the Mona Lisa from the Louvre. Next, he sets the cathedral at Chartres on fire. The novel ends with Pilgrim driving a car into a river on the eve of World War I. His body is never found.